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When packaging a Haxe app into a Windows installer, the Wix toolkit offers a ton of flexibility.
Unfortunately Wix is Windows only, so the syedhassaanahmed/wix-node base image gets it working in Ubunu (using Wine).
At the time of writing, Haxe 4 isn't available in the PPA app repository, so I'm manually downloading Haxe/Neko.